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April 14th, 2011, 08:59 AM   #1
Joined: Apr 2011

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Link between F distribution and R2

Hi guys,

I'm intrigued to understand this: It is known that there's a link between the R squared value and the F statistic, in the special case where the null hypothesis is that all regressor coefficients are zero. But how would you derive (and explain!) this link?

Thank you!
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